Smoke is not appearing in cycles, neither is the CPU option
The CPU/GPU dropdown selection menu is not visible because you don't have an Nvidia GPU card enabled for usage (either your card isn't Nvidia or it's not enabled for rendering) in the user settings. CPU mode is the default render mode in this case.

If you DO have an Nvidia card installed, you may have to update to the newest drivers for it to show up in your CUDA user preferences selection.